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Trade: DOT/USDT/120/SSF/PWMA/4680

Strategy
DOT/USDT/120/SSF/PWMA/4680
Pair
DOT_USDT
Interval
2h
Score
332681
Daily Profit
0.364753
Profit Factor
2.108810
Profitability
38.235294
Streak
0.000000
Best Strategy
Training Data Length
1868.080000
Evaluation Time
2025-09-30 13:49
Expiration Time
2025-12-06 18:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 681388.1665 613275.6244 68112.5421 211666.1427 63200.1529 148465.9899
Total P&L (%) 681.3882 613.2756 68.1125 211.6661 63.2002 148.466
Avg Daily Profit (%) 0.3648 0.3283 0.0365 0.0609 0.0262 0.0487
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105736 -83515 -53392 -533997 -539885 -250742
Profit Factor 2.1088 2.8676 1.238 1.0798 1.0429 1.1259
Total Trades 136 68 68 136 68 68
Winning Trades 52 18 34 52 18 34
Losing Trades 84 50 34 84 50 34
Profitability (%) 38.2353 26.4706 50 38.2353 26.4706 50
Ratio Avg Win / Avg Loss 3.4065 7.9655 1.238 1.7443 2.8969 1.1259
Largest Winning Trade 639189 639189 45238 603745 603745 178498
Largest Losing Trade -34264 -29532 -34264 -162470 -111683 -162470
Avg Bars in Trades 162 146 178 162 146 178
Avg Bars in Winners 272 323 246 272 323 246
Avg Bars in Losers 93 83 109 93 83 109
Bars Traded 22077 9972 12105 22077 9972 12105
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332681 -118182 -253792 -247513 -463319 -319085
Evaluation Data
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22417,
    "evaluation_days": 1868.08,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1599285600000,
    "last_datapoint_time": 1759226400000,
    "evaluation_time": 1759229355609,
    "expiration_time": 1765036886400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 100,
            "offset": 208,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            681388.1664748321,
            613275.6244185048,
            68112.5420563275,
            211666.1427409347,
            63200.1528896724,
            148465.9898512625
        ],
        [
            681.388166,
            613.275624,
            68.112542,
            211.666143,
            63.200153,
            148.46599
        ],
        [
            0.364753,
            0.328292,
            0.036461,
            0.06087,
            0.026223,
            0.048732
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105736,
            -83515,
            -53392,
            -533997,
            -539885,
            -250742
        ],
        [
            2.10881,
            2.867597,
            1.238035,
            1.079785,
            1.042894,
            1.125866
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            52,
            18,
            34,
            52,
            18,
            34
        ],
        [
            84,
            50,
            34,
            84,
            50,
            34
        ],
        [
            38.235294,
            26.470588,
            50,
            38.235294,
            26.470588,
            50
        ],
        [
            3.406539,
            7.965547,
            1.238035,
            1.744268,
            2.896927,
            1.125866
        ],
        [
            639189,
            639189,
            45238,
            603745,
            603745,
            178498
        ],
        [
            -34264,
            -29532,
            -34264,
            -162470,
            -111683,
            -162470
        ],
        [
            162,
            146,
            178,
            162,
            146,
            178
        ],
        [
            272,
            323,
            246,
            272,
            323,
            246
        ],
        [
            93,
            83,
            109,
            93,
            83,
            109
        ],
        [
            22077,
            9972,
            12105,
            22077,
            9972,
            12105
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332681,
            -118182,
            -253792,
            -247513,
            -463319,
            -319085
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DOT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22417,
    "evaluation_days": 1868.08,
    "actual_first_datapoint_time": 1597788000000,
    "first_datapoint_time": 1599285600000,
    "last_datapoint_time": 1759226400000,
    "evaluation_time": 1759229355609,
    "expiration_time": 1765036886400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 100,
            "offset": 208,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)